+1,129.1%
DIA vs MS
+1,541.5%
-412.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | -1.5% | -0.3% | -1.3% | -1.5% |
| 3M | +3.8% | +0.3% | +3.5% | +3.5% |
| 6M | +10.3% | +31.3% | -21.1% | +2.0% |
| YTD | +12.1% | +24.7% | -12.6% | +4.9% |
| 1Y | +18.6% | +47.9% | -29.3% | +5.8% |
| 3Y | +60.6% | +178.3% | -117.7% | +19.0% |
| 5Y | +64.4% | +144.9% | -80.5% | +24.9% |
| 10Y | +250.1% | +804.5% | -554.4% | +85.1% |
| All | +1,129.1% | +1,541.5% | -412.4% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling